BNP Paribas Call 260 SOON 20.09.2024
/ DE000PN8TS54
BNP Paribas Call 260 SOON 20.09.2.../ DE000PN8TS54 /
| 6/17/2024 10:13:46 AM |
Chg.-0.25 |
Bid1:28:25 PM |
Ask1:28:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.72EUR |
-8.42% |
2.67
Bid Size: 9,000 |
2.70
Ask Size: 9,000 |
SONOVA N |
260.00 CHF |
9/20/2024 |
Call |
Master data
| WKN: |
PN8TS5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SONOVA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 CHF |
| Maturity: |
9/20/2024 |
| Issue date: |
9/26/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.60 |
| Intrinsic value: |
1.65 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.26 |
| Parity: |
1.65 |
| Time value: |
1.15 |
| Break-even: |
300.85 |
| Moneyness: |
1.06 |
| Premium: |
0.04 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.03 |
| Spread %: |
1.08% |
| Delta: |
0.70 |
| Theta: |
-0.10 |
| Omega: |
7.24 |
| Rho: |
0.45 |
Quote data
| Open: |
2.72 |
| High: |
2.72 |
| Low: |
2.72 |
| Previous Close: |
2.97 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.82% |
| 1 Month |
|
|
-32.51% |
| 3 Months |
|
|
-4.56% |
| YTD |
|
|
-20.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.53 |
2.82 |
| 1M High / 1M Low: |
4.03 |
2.82 |
| 6M High / 6M Low: |
4.33 |
1.17 |
| High (YTD): |
2/26/2024 |
4.33 |
| Low (YTD): |
4/19/2024 |
1.17 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.38 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.95 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.14% |
| Volatility 6M: |
|
147.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
